activity
20152026
most citedA Robust Statistics Approach to Minimum Variance Portfolio Optimization

55 citations · 61 across the 6 of their papers we have counts for

collaborators

6 papers

cs.RO2026

Credibility-Aware Learning and Control for Safe USV Navigation under Perception Uncertainty

Yuhang Zhang, Shuqi Chai, Yukang Zhang +5

Safe navigation for Unmanned Surface Vehicles (USVs) under the International Regulations for Preventing Collisions at Sea (COLREGs) remains challenging in dynamic maritime environm…

eess.SP2022★ 1 cited

A Data Quality Assessment Framework for AI-enabled Wireless Communication

Hanning Tang, Liusha Yang, Rui Zhou +5

Using artificial intelligent (AI) to re-design and enhance the current wireless communication system is a promising pathway for the future sixth-generation (6G) wireless network. T…

eess.SP2022

Hypothesis Test Procedures for Detecting Leakage Signals in Water Pipeline Channels

Liusha Yang, Matthew R. McKay, Xun Wang

We design statistical hypothesis tests for performing leak detection in water pipeline channels. By applying an appropriate model for signal propagation, we show that the detection…

cs.LG2022★ 3 cited

Understanding Adversarial Robustness Against On-manifold Adversarial Examples

Jiancong Xiao, Liusha Yang, Yanbo Fan +2

Deep neural networks (DNNs) are shown to be vulnerable to adversarial examples. A well-trained model can be easily attacked by adding small perturbations to the original data. One…

cs.LG2020★ 2 cited

Optimally Combining Classifiers for Semi-Supervised Learning

Zhiguo Wang, Liusha Yang, Feng Yin +3

This paper considers semi-supervised learning for tabular data. It is widely known that Xgboost based on tree model works well on the heterogeneous features while transductive supp…

q-fin.PM2015★ 55 cited

A Robust Statistics Approach to Minimum Variance Portfolio Optimization

Liusha Yang, Romain Couillet, Matthew R. McKay

We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfo…